Creating a branded link
Pick your verified domain when creating the link.
Once a domain shows Verified, create a link as usual and pick that domain from the Branded domain field instead of the default golo.to. The rest of the flow - custom slug, tracking settings - works exactly the same.
You can do this for a Bio Page or Smart Pick page too, from their own settings.
Related articles
Adding a custom domain - Type it into Settings - then complete DNS setup and verification.
Choosing a custom slug - Slugs are unique per domain, not shared across all of them.
Connecting a custom domain - Add your domain and verify it with DNS records.
DNS setup - One TXT record to prove ownership, one A or CNAME record to route traffic.